+166.7%
ISRG vs PDD
+216.8%
-50.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.1% |
| 7D | +4.4% | +5.9% | -1.5% | +3.7% |
| 30D | +15.8% | +7.1% | +8.7% | +14.8% |
| 3M | +24.9% | -7.7% | +32.6% | +26.0% |
| 6M | +3.8% | -13.2% | +17.0% | +5.4% |
| YTD | -17.3% | -26.0% | +8.7% | -14.5% |
| 1Y | -14.6% | -38.4% | +23.8% | -9.9% |
| 3Y | +68.2% | -21.1% | +89.3% | +67.2% |
| 5Y | +28.4% | +0.3% | +28.0% | +15.9% |
| All | +166.7% | +216.8% | -50.1% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PDD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling